| Working
with Experian-Scorex, a consulting company, I have developed, during these
years, many projects with different clients (banks, financial houses, telecom
companies). Their common factor has been credit risk management, faced in
the different moments that characterize the relationship with clients: application,
behavioural and in case collection. Always higher has become clients interest toward Basel’s new rules that have required to develop new solutions not only to calculate probability of default (PD), but also loss given default (LGD) and expected amount at default (EAD). The analysis (business oriented) of Risk Based Pricing, Profitability and Bayesian Belief networks, is what I am studying at the moment. Ones of the more important clients I worked for are: - Banca Finconsumo |